@article{eprints450,
          number = {3},
       publisher = {Springer-Verlag},
           pages = {515--540},
           title = {A geometric algorithm for multi-parametric linear programming},
         journal = {Journal of Optimization Theory and Applications},
          volume = {118},
            year = {2003},
          author = {Francesco Borrelli and Alberto Bemporad and Manfred Morari},
             url = {http://eprints.imtlucca.it/450/},
        keywords = {Multiparametric programming; sensitivity analysis;  postoptimality analysis; linear programming; optimal control},
        abstract = {We propose a novel algorithm for solving multiparametric linear programming problems. Rather than visiting different bases of the associated LP tableau, we follow a geometric approach based on the direct exploration of the parameter space. The resulting algorithm has computational advantages, namely the simplicity of its implementation in a recursive form and an efficient handling of primal and dual degeneracy. Illustrative examples describe the approach throughout the paper. The algorithm is used to solve finite-time constrained optimal control problems for discrete-time linear dynamical systems.}
}